+83.4%
JNJ vs DOW
-36.0%
+119.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -4.3% | -2.4% | -2.0% | -4.2% |
| 30D | +3.0% | -4.1% | +7.1% | +3.3% |
| 3M | +12.2% | -12.4% | +24.7% | +13.0% |
| 6M | +10.5% | -10.6% | +21.1% | +10.7% |
| YTD | +30.8% | +31.1% | -0.3% | +26.6% |
| 1Y | +54.9% | +30.5% | +24.4% | +49.7% |
| 3Y | +80.7% | -34.4% | +115.1% | +85.2% |
| 5Y | +83.4% | -35.5% | +118.9% | +87.3% |
| All | +83.4% | -36.0% | +119.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling